Baptism of Prince Guillaume ( born on 11.11.1981) on 2.12.1982
Baptism of Prince Felix (born on 3.06.1984) on 24.06.1984
Baptism of Prince Louis (born on 3.08.1986) on 14.09.1986
Baptism of Princess Alexandra (born on 16.02.1991) on 23.03.1991

1. new born Prince Sebastien on 16.04.1992 with his four siblings Guillaume, Felix, Louis and Alexandra
2. Grand Duchess Maria Teresa with one year old Alexandra and newborn Sebastien her fifth child
3. the Grand Duchess Maria Teresa of Luxembourg with her fifth child Prince Sebastien
4. the happy family on a picture of Henri's 37th birthday (same birthday as Prince Sebastien!:) )
5. Maria Teresa with newborn Prince Sebastien
6. Prince Felix with his little brother
7. little Princess Alexandra
8. to 10. baptism pictures

are you sure, that this was his baptism? it looks more like leaving the hospital - especially the picture with all the nurses

No. The child is called Jean, like his grandfather, by the family. But his full names are Jean André Guillaume Marie Gabriel Marc d'Aviano. André is for his godfather Andrea Arranha Corrêa do Lago, husband of Aliki Weiller, sister of Sibilla; Gabriel for his godmother, Gabriele, Gräfin (countess) von Waldburg zu Zeil und Trauchburg. Marie and all forms of Guillaume are traditional names for all the children of the grand ducal family. Marc d'Aviano is a traditional name in the Habsburg family but I don't see why they have given this name to their son.
So definitely the usual name of the child is Jean.